Numerical Considerations in Computing Invariant Subspaces
- 1 January 1992
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 13 (1) , 145-161
- https://doi.org/10.1137/0613013
Abstract
This paper describes two methods for computing the invariant subspace of a matrix. The first method involves using transformations to interchange the eigenvalues. The matrix is assumed to be in Schur form and transformations are applied to interchange neighboring blocks. The blocks can be either one by one or two by two. The second method involves the construction of an invariant subspace by a direct computation of the vectors, rather than by applying transformations to move the desired eigenvalues to the top of the matrix.Keywords
This publication has 7 references indexed in Scilit:
- LAPACK: A portable linear algebra library for high-performance computersPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1990
- Three methods for refining estimates of invariant subspacesComputing, 1987
- An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex MatrixACM Transactions on Mathematical Software, 1980
- Realistic error bounds for a simple eigenvalue and its associated eigenvectorNumerische Mathematik, 1980
- An Algorithm for Computing Reducing Subspaces by Block DiagonalizationSIAM Journal on Numerical Analysis, 1979
- Algorithm 506: HQR3 and EXCHNG: Fortran Subroutines for Calculating and Ordering the Eigenvalues of a Real Upper Hessenberg Matrix [F2]ACM Transactions on Mathematical Software, 1976
- Perturbation bounds for means of eigenvalues and invariant subspacesBIT Numerical Mathematics, 1970